On the distribution of the weighted combination of independent probabilities

Dinesh S. Bhoj

Statistics & Probability Letters, 1992, vol. 15, issue 1, 37-40

Abstract: The approximate distribution of X = - 2 log Q is obtained where Q = Pw11Pw22 ... Pwnn, P1, P2,..., Pn are independent tail-area probabilities arising from n continuous distributions, and w1, w2,..., wn are constants. If all wi = 1, then Fisher (1932) has shown that - 2[Sigma] log(Pi) is distributed as [chi]2 with 2n degrees of freedom.

Keywords: Combination; of; independent; tests; incomplete; gamma; function; weighted; combination (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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